+121.0%
QLD vs MAR
+165.1%
-44.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.6% | -4.2% | +4.7% | +4.3% |
| 30D | -0.1% | -6.7% | +6.5% | +5.9% |
| 3M | -8.4% | -12.5% | +4.1% | +1.4% |
| 6M | +32.2% | +0.6% | +31.6% | +27.9% |
| YTD | +28.9% | +9.1% | +19.8% | +13.8% |
| 1Y | +43.8% | +26.2% | +17.6% | +8.1% |
| 3Y | +176.6% | +68.2% | +108.4% | +55.9% |
| All | +121.0% | +165.1% | -44.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling